{"schemaVersion":1,"symbol":"FER","days":90,"observations":[{"symbol":"FER","expiry":"2026-11-20","observed_at":"2026-10-21T19:54:59.325000+00:00","captured_at":"2026-10-22T04:47:55.548Z","last_trade_at":"2026-10-21T20:05:24.04180577Z","price":50.12,"iv_pct":38.857516701502206,"implied_move_pct":9.184698628717468,"put_call_skew_pp":18.895806652968826,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FER","source_hash":"b63d6e16537a0fc040e26470a81c5c336be710dfcdb6018f3f92f3b4f7362aa8"},{"symbol":"FER","expiry":"2026-11-20","observed_at":"2026-10-22T18:13:38.679000+00:00","captured_at":"2026-10-22T18:28:22.404Z","last_trade_at":"2026-10-22T18:28:07.767037467Z","price":49.49,"iv_pct":37.429544154919604,"implied_move_pct":8.545790180612178,"put_call_skew_pp":54.65288670401976,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FER","source_hash":"8b63e8878ebc7a5b4ea1e08b352d64ae50b6b53d4fedb715d79c7fae523c421b"},{"symbol":"FER","expiry":"2026-11-20","observed_at":"2026-10-22T19:50:30.595000+00:00","captured_at":"2026-10-23T01:56:47.671Z","last_trade_at":"2026-10-22T21:42:41.105631544Z","price":49.86,"iv_pct":36.2533694882115,"implied_move_pct":8.55234586487997,"put_call_skew_pp":22.435566369459607,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/FER","source_hash":"51126634a87d5094e9eb6c791a36ef3e130c7b460c8e5c453932b093f7d9ad53"}],"dailyIv":[{"symbol":"FER","date":"2026-10-20","iv_pct":32.76814925994786,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":38.28585014409222,"put_iv_pct":40.42890874524715},{"expiry":"2026-12-18","call_iv_pct":32.44971830985916,"put_iv_pct":34.252386682711595},{"expiry":"2027-03-19","call_iv_pct":28.22989444699403,"put_iv_pct":29.73308589607635},{"expiry":"2027-06-17","call_iv_pct":27.83869374313941,"put_iv_pct":30.926656111462954}],"source":"ThetaData EOD Greeks","provider_symbol":"FER","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"22ff7add57b5295cb880d5fd61cc6250d91f00185c398836055be2f2a3c677e2","captured_at":"2026-10-22T16:56:39.490936+00:00"},{"symbol":"FER","date":"2026-10-21","iv_pct":34.08684397949071,"model_version":"theta-four-listed-fridays-50delta-v2","expiries":[{"expiry":"2026-11-20","call_iv_pct":35.53821800947867,"put_iv_pct":40.83178538673188},{"expiry":"2026-12-18","call_iv_pct":33.42133306320908,"put_iv_pct":35.90248851454824},{"expiry":"2027-03-19","call_iv_pct":33.2473361082206,"put_iv_pct":34.894675110132155},{"expiry":"2027-06-17","call_iv_pct":27.15754456584244,"put_iv_pct":31.70137107776262}],"source":"ThetaData EOD Greeks","provider_symbol":"FER","calendar_adjustments":[{"expiry":"2027-06-17","friday":"2027-06-18"}],"calendar_source":"ThetaData year_holidays","source_hash":"40aa2767bba8faf048347b6ffaec2f8d9335043f4bc3dc19fedb054914e58430","captured_at":"2026-10-22T16:56:38.079632+00:00"}],"dailyIvModel":"theta-four-listed-fridays-50delta-v2","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/FER","methodology":"https://intraalpha.com/resources/options-delta-methodology","units":{"iv_pct":"annualized percent","implied_move_pct":"percent of underlying price","put_call_skew_pp":"percentage points","price":"USD"}}